+30.0%
LIN vs VALE
+43.9%
-13.8%
-19.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | VALE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.3% | -0.7% | -0.9% |
| 7D | -2.1% | +1.6% | -3.7% | -2.4% |
| 30D | -2.4% | +5.1% | -7.5% | -3.2% |
| 3M | -5.6% | -0.4% | -5.2% | -5.7% |
| 6M | -3.4% | -2.2% | -1.2% | -3.4% |
| YTD | +13.1% | +20.5% | -7.4% | +8.5% |
| 1Y | +2.5% | +61.2% | -58.7% | -7.2% |
| All | +30.0% | +43.9% | -13.8% | +15.6% |
Cumulative growth
Daily Returns
Daily percentage return beside VALE.
Daily Out/Under-Performance
Portfolio return minus VALE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × VALE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 3y: compounded portfolio wealth divided by compounded VALE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
3y analysis · Full analysis span regression · 6 months rolling